+103.2%
GLD vs AR
+19.9%
+83.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +4.7% | -14.3% | +19.0% | +4.9% |
| 30D | -0.9% | +1.4% | -2.3% | -1.0% |
| 3M | -4.4% | +3.4% | -7.8% | -4.6% |
| 6M | -13.6% | -2.1% | -11.5% | -13.6% |
| YTD | -6.0% | +4.7% | -10.7% | -6.7% |
| 1Y | +1.8% | +10.6% | -8.8% | +0.7% |
| 3Y | +103.2% | +24.6% | +78.6% | +99.5% |
| All | +103.2% | +19.9% | +83.2% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling